Ha... this is actually a good point. Self-enforced permadeath runs have a way of making even tactical shooters downright scary. I haven't done it for a while, but something I used to do was do a permadeath run of a game (sometime after I'd completed it normally of course) where if I died for any reason other than an honest-to-goodness game glitch, I would delete the save and stop playing.
The original Dead Space was moderately creepy, but I did a permadeath run in late 2008... oh my God, straight up blind panic at several points when I thought I'd been cornered and was trying to escape from something. There's this one part where an unkillable monster is coming for you and you have to use your magnetic engineering device to move objects around like a puzzle to get yourself out before it reaches you. Talk about hair on the arm standing straight up while I'm going, "Come on, focus focus focus... OH SHEEIT FOCUS!" Amazingly I actually made it clear to the end without dying once, but it took me almost twice the length of a normal playthrough and I was cautious as hell. I actually enjoyed the game hugely more than when I previously played it too.